--------------------------------------------------------------------------------
      name:  <unnamed>
       log:  D:\Dropbox\Work\Research\CreditCardABSRewrite\Draft\ReplicationFile
> s\Tab_7\Table_07_Log.log
  log type:  text
 opened on:   1 Jan 2022, 15:40:19

. 
. import delimited "Data_Table_07.csv"
(encoding automatically selected: ISO-8859-1)
(10 vars, 241 obs)

. 
. * generate year/month
. gen ym = ym(year,month)

. format ym %tm

. tsset ym

Time variable: ym, 2000m1 to 2020m1
        Delta: 1 month

. 
. * generate indicators for subperiods
. generate pre=1 if year<2007
(157 missing values generated)

. generate cri=1 if year>2006 & year<2010
(205 missing values generated)

. generate post=1 if year>2009 & year<2021
(120 missing values generated)

. 
. 
. * Table 7
. 
. *****************
. * A Tranche
. * All
. regress riskpremnorm_a quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      5.06
       Model |  .418324378         2  .209162189   Prob > F        =    0.0071
    Residual |  8.84785656       214  .041345124   R-squared       =    0.0451
-------------+----------------------------------   Adj R-squared   =    0.0362
       Total |  9.26618094       216  .042898986   Root MSE        =    .20334

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0322312     2.40   0.017      .013951    .1410135
   yearendind |   .1256626   .0508338     2.47   0.014     .0254637    .2258616
        _cons |  -.0300918   .0169446    -1.78   0.077    -.0634915    .0033079
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      4.10
                                                    Prob > F       =    0.0178

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0297413     2.61   0.010     .0188588    .1361057
   yearendind |   .1256626   .0797242     1.58   0.116    -.0314826    .2828079
        _cons |  -.0300918   .0107296    -2.80   0.006     -.051241   -.0089426
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("All") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f)
>  rdec(3) rfmt(f) word slow(200) replace
Tab7_A.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_a quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.24
       Model |  .384961428         2  .192480714   Prob > F        =    0.0073
    Residual |  2.94079794        80  .036759974   R-squared       =    0.1158
-------------+----------------------------------   Adj R-squared   =    0.0936
       Total |  3.32575937        82  .040558041   Root MSE        =    .19173

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0491817     3.24   0.002     .0612755    .2570248
   yearendind |   .0461673   .0769402     0.60   0.550    -.1069485    .1992831
        _cons |   -.043378   .0258527    -1.68   0.097    -.0948266    .0080706
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      4.92
                                                    Prob > F       =    0.0097

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0511681     3.11   0.003     .0573223     .260978
   yearendind |   .0461673   .0499709     0.92   0.358    -.0532779    .1456125
        _cons |   -.043378   .0186319    -2.33   0.022    -.0804567   -.0062993
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_a quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.61
       Model |  .780196282         2  .390098141   Prob > F        =    0.0888
    Residual |  4.93506257        33  .149547351   R-squared       =    0.1365
-------------+----------------------------------   Adj R-squared   =    0.0842
       Total |  5.71525886        35   .16329311   Root MSE        =    .38671

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0441458   .1511539     0.29   0.772    -.2633792    .3516708
   yearendind |   .5403097   .2368127     2.28   0.029     .0585107    1.022109
        _cons |  -.0512676   .0789376    -0.65   0.521    -.2118673    .1093321
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      0.96
                                                    Prob > F       =    0.3932

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0441458   .1191732     0.37   0.713     -.198314    .2866056
   yearendind |   .5403097   .3954092     1.37   0.181    -.2641563    1.344776
        _cons |  -.0512676   .0456386    -1.12   0.269    -.1441199    .0415848
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. * 2010-2020
. regress riskpremnorm_a quarterendind yearendind  if post==1

      Source |       SS           df       MS      Number of obs   =        98
-------------+----------------------------------   F(2, 95)        =      3.76
       Model |  .016415722         2  .008207861   Prob > F        =    0.0268
    Residual |  .207261128        95  .002181696   R-squared       =    0.0734
-------------+----------------------------------   Adj R-squared   =    0.0539
       Total |   .22367685        97  .002305947   Root MSE        =    .04671

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0206051   .0109924     1.87   0.064    -.0012175    .0424278
   yearendind |   .0402338   .0175008     2.30   0.024     .0054904    .0749772
        _cons |  -.0110309   .0057935    -1.90   0.060    -.0225324    .0004707
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if post==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        98
maximum lag : 4                                     F(  2,    95)  =      4.79
                                                    Prob > F       =    0.0104

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0206051   .0088749     2.32   0.022     .0029863     .038224
   yearendind |   .0402338   .0151459     2.66   0.009     .0101654    .0703021
        _cons |  -.0110309   .0044231    -2.49   0.014    -.0198119   -.0022498
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2010-2020") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. 
. 
. *******************
. * B Tranche
. * All
. regress riskpremnorm_b quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      2.33
       Model |   1.0235262         2  .511763102   Prob > F        =    0.1001
    Residual |  47.0804594       214  .220002147   R-squared       =    0.0213
-------------+----------------------------------   Adj R-squared   =    0.0121
       Total |  48.1039856       216  .222703637   Root MSE        =    .46904

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |    .052905   .0743494     0.71   0.478    -.0936459    .1994559
   yearendind |   .2496912    .117261     2.13   0.034     .0185568    .4808256
        _cons |  -.0341056    .039087    -0.87   0.384    -.1111504    .0429392
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      1.56
                                                    Prob > F       =    0.2131

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |    .052905   .0524641     1.01   0.314    -.0505077    .1563176
   yearendind |   .2496912    .187884     1.33   0.185     -.120649    .6200314
        _cons |  -.0341056   .0216674    -1.57   0.117    -.0768145    .0086032
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("All")  drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f
> ) rdec(3) rfmt(f) slow(100) word replace
Tab7_B.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_b quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.43
       Model |  .822284548         2  .411142274   Prob > F        =    0.0062
    Residual |  6.06087539        80  .075760942   R-squared       =    0.1195
-------------+----------------------------------   Adj R-squared   =    0.0974
       Total |  6.88315994        82  .083940975   Root MSE        =    .27525

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .2323945   .0706055     3.29   0.001     .0918851    .3729039
   yearendind |   .0488302   .1104557     0.44   0.660    -.1709836    .2686441
        _cons |  -.0620571   .0371143    -1.67   0.098    -.1359169    .0118027
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      5.25
                                                    Prob > F       =    0.0072

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .2323945   .0734884     3.16   0.002     .0861479    .3786412
   yearendind |   .0488302   .0708409     0.69   0.493    -.0921477    .1898081
        _cons |  -.0620571   .0269437    -2.30   0.024    -.1156768   -.0084374
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
file using "Tab7_B.rtf" is read-only; cannot be modified or erased
The file needs to be closed if being used by another software such as Word.
r(608);

end of do-file

r(608);

. do "C:\Users\mflec\AppData\Local\Temp\STD11c4_000000.tmp"

. clear

. cap log close
--------------------------------------------------------------------------------
      name:  <unnamed>
       log:  D:\Dropbox\Work\Research\CreditCardABSRewrite\Draft\ReplicationFile
> s\Tab_7\Table_07_Log.log
  log type:  text
 opened on:   1 Jan 2022, 15:40:26

. 
. import delimited "Data_Table_07.csv"
(encoding automatically selected: ISO-8859-1)
(10 vars, 241 obs)

. 
. * generate year/month
. gen ym = ym(year,month)

. format ym %tm

. tsset ym

Time variable: ym, 2000m1 to 2020m1
        Delta: 1 month

. 
. * generate indicators for subperiods
. generate pre=1 if year<2007
(157 missing values generated)

. generate cri=1 if year>2006 & year<2010
(205 missing values generated)

. generate post=1 if year>2009 & year<2021
(120 missing values generated)

. 
. 
. * Table 7
. 
. *****************
. * A Tranche
. * All
. regress riskpremnorm_a quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      5.06
       Model |  .418324378         2  .209162189   Prob > F        =    0.0071
    Residual |  8.84785656       214  .041345124   R-squared       =    0.0451
-------------+----------------------------------   Adj R-squared   =    0.0362
       Total |  9.26618094       216  .042898986   Root MSE        =    .20334

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0322312     2.40   0.017      .013951    .1410135
   yearendind |   .1256626   .0508338     2.47   0.014     .0254637    .2258616
        _cons |  -.0300918   .0169446    -1.78   0.077    -.0634915    .0033079
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      4.10
                                                    Prob > F       =    0.0178

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0297413     2.61   0.010     .0188588    .1361057
   yearendind |   .1256626   .0797242     1.58   0.116    -.0314826    .2828079
        _cons |  -.0300918   .0107296    -2.80   0.006     -.051241   -.0089426
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("All") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f)
>  rdec(3) rfmt(f) word slow(200) replace
Tab7_A.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_a quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.24
       Model |  .384961428         2  .192480714   Prob > F        =    0.0073
    Residual |  2.94079794        80  .036759974   R-squared       =    0.1158
-------------+----------------------------------   Adj R-squared   =    0.0936
       Total |  3.32575937        82  .040558041   Root MSE        =    .19173

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0491817     3.24   0.002     .0612755    .2570248
   yearendind |   .0461673   .0769402     0.60   0.550    -.1069485    .1992831
        _cons |   -.043378   .0258527    -1.68   0.097    -.0948266    .0080706
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      4.92
                                                    Prob > F       =    0.0097

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0511681     3.11   0.003     .0573223     .260978
   yearendind |   .0461673   .0499709     0.92   0.358    -.0532779    .1456125
        _cons |   -.043378   .0186319    -2.33   0.022    -.0804567   -.0062993
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_a quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.61
       Model |  .780196282         2  .390098141   Prob > F        =    0.0888
    Residual |  4.93506257        33  .149547351   R-squared       =    0.1365
-------------+----------------------------------   Adj R-squared   =    0.0842
       Total |  5.71525886        35   .16329311   Root MSE        =    .38671

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0441458   .1511539     0.29   0.772    -.2633792    .3516708
   yearendind |   .5403097   .2368127     2.28   0.029     .0585107    1.022109
        _cons |  -.0512676   .0789376    -0.65   0.521    -.2118673    .1093321
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      0.96
                                                    Prob > F       =    0.3932

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0441458   .1191732     0.37   0.713     -.198314    .2866056
   yearendind |   .5403097   .3954092     1.37   0.181    -.2641563    1.344776
        _cons |  -.0512676   .0456386    -1.12   0.269    -.1441199    .0415848
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. * 2010-2020
. regress riskpremnorm_a quarterendind yearendind  if post==1

      Source |       SS           df       MS      Number of obs   =        98
-------------+----------------------------------   F(2, 95)        =      3.76
       Model |  .016415722         2  .008207861   Prob > F        =    0.0268
    Residual |  .207261128        95  .002181696   R-squared       =    0.0734
-------------+----------------------------------   Adj R-squared   =    0.0539
       Total |   .22367685        97  .002305947   Root MSE        =    .04671

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0206051   .0109924     1.87   0.064    -.0012175    .0424278
   yearendind |   .0402338   .0175008     2.30   0.024     .0054904    .0749772
        _cons |  -.0110309   .0057935    -1.90   0.060    -.0225324    .0004707
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if post==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        98
maximum lag : 4                                     F(  2,    95)  =      4.79
                                                    Prob > F       =    0.0104

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0206051   .0088749     2.32   0.022     .0029863     .038224
   yearendind |   .0402338   .0151459     2.66   0.009     .0101654    .0703021
        _cons |  -.0110309   .0044231    -2.49   0.014    -.0198119   -.0022498
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2010-2020") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. 
. 
. *******************
. * B Tranche
. * All
. regress riskpremnorm_b quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      2.33
       Model |   1.0235262         2  .511763102   Prob > F        =    0.1001
    Residual |  47.0804594       214  .220002147   R-squared       =    0.0213
-------------+----------------------------------   Adj R-squared   =    0.0121
       Total |  48.1039856       216  .222703637   Root MSE        =    .46904

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |    .052905   .0743494     0.71   0.478    -.0936459    .1994559
   yearendind |   .2496912    .117261     2.13   0.034     .0185568    .4808256
        _cons |  -.0341056    .039087    -0.87   0.384    -.1111504    .0429392
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      1.56
                                                    Prob > F       =    0.2131

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |    .052905   .0524641     1.01   0.314    -.0505077    .1563176
   yearendind |   .2496912    .187884     1.33   0.185     -.120649    .6200314
        _cons |  -.0341056   .0216674    -1.57   0.117    -.0768145    .0086032
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("All")  drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f
> ) rdec(3) rfmt(f) slow(100) word replace
Tab7_B.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_b quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.43
       Model |  .822284548         2  .411142274   Prob > F        =    0.0062
    Residual |  6.06087539        80  .075760942   R-squared       =    0.1195
-------------+----------------------------------   Adj R-squared   =    0.0974
       Total |  6.88315994        82  .083940975   Root MSE        =    .27525

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .2323945   .0706055     3.29   0.001     .0918851    .3729039
   yearendind |   .0488302   .1104557     0.44   0.660    -.1709836    .2686441
        _cons |  -.0620571   .0371143    -1.67   0.098    -.1359169    .0118027
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      5.25
                                                    Prob > F       =    0.0072

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .2323945   .0734884     3.16   0.002     .0861479    .3786412
   yearendind |   .0488302   .0708409     0.69   0.493    -.0921477    .1898081
        _cons |  -.0620571   .0269437    -2.30   0.024    -.1156768   -.0084374
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_B.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_b quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.63
       Model |   5.5568752         2   2.7784376   Prob > F        =    0.0872
    Residual |  34.8807617        33  1.05699278   R-squared       =    0.1374
-------------+----------------------------------   Adj R-squared   =    0.0851
       Total |  40.4376369        35  1.15536105   Root MSE        =    1.0281

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3098255    .401852    -0.77   0.446    -1.127399    .5077485
   yearendind |   1.254235    .629581     1.99   0.055    -.0266573    2.535127
        _cons |  -.0129611   .2098603    -0.06   0.951    -.4399252     .414003
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      1.96
                                                    Prob > F       =    0.1567

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3098255   .1842249    -1.68   0.102    -.6846338    .0649829
   yearendind |   1.254235   .9259378     1.35   0.185    -.6295997     3.13807
        _cons |  -.0129611   .1114634    -0.12   0.908    -.2397352     .213813
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_B.rtf
dir : seeout

. * 2010-2020
. regress riskpremnorm_b quarterendind yearendind  if post==1

      Source |       SS           df       MS      Number of obs   =        98
-------------+----------------------------------   F(2, 95)        =      2.01
       Model |  .031303931         2  .015651966   Prob > F        =    0.1402
    Residual |  .741281701        95  .007802965   R-squared       =    0.0405
-------------+----------------------------------   Adj R-squared   =    0.0203
       Total |  .772585632        97    .0079648   Root MSE        =    .08833

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0327399   .0207886     1.57   0.119    -.0085306    .0740104
   yearendind |   .0494249   .0330971     1.49   0.139    -.0162811    .1151309
        _cons |  -.0182617   .0109565    -1.67   0.099    -.0400131    .0034898
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if post==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        98
maximum lag : 4                                     F(  2,    95)  =      3.20
                                                    Prob > F       =    0.0453

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0327399   .0169536     1.93   0.056    -.0009172     .066397
   yearendind |   .0494249   .0206741     2.39   0.019     .0083816    .0904683
        _cons |  -.0182617    .010356    -1.76   0.081    -.0388209    .0022976
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2010-2020") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_B.rtf
dir : seeout

. 
. 
. *******************
. * C Tranche
. * All
. regress riskpremnorm_c quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      2.79
       Model |  3.09775393         2  1.54887697   Prob > F        =    0.0637
    Residual |   118.84656       214  .555357758   R-squared       =    0.0254
-------------+----------------------------------   Adj R-squared   =    0.0163
       Total |  121.944314       216  .564557009   Root MSE        =    .74522

-------------------------------------------------------------------------------
riskpremnor~c | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1070654   .1181273     0.91   0.366    -.1257767    .3399075
   yearendind |   .4296237   .1863058     2.31   0.022     .0623942    .7968532
        _cons |  -.0628012   .0621019    -1.01   0.313    -.1852111    .0596086
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_c quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      1.66
                                                    Prob > F       =    0.1934

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~c | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1070654   .0792006     1.35   0.178    -.0490479    .2631786
   yearendind |   .4296237   .3471109     1.24   0.217    -.2545705    1.113818
        _cons |  -.0628012   .0360717    -1.74   0.083    -.1339027    .0083002
-------------------------------------------------------------------------------

. outreg2 using Tab7_C, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "C Tranche") ctitle("All") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f)
>  rdec(3) rfmt(f) slow(100) word replace
Tab7_C.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_c quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.77
       Model |  1.99652174         2  .998260869   Prob > F        =    0.0046
    Residual |  13.8405614        80  .173007018   R-squared       =    0.1261
-------------+----------------------------------   Adj R-squared   =    0.1042
       Total |  15.8370831        82   .19313516   Root MSE        =    .41594

-------------------------------------------------------------------------------
riskpremnor~c | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .3615964   .1066959     3.39   0.001     .1492649     .573928
   yearendind |   .0615468   .1669158     0.37   0.713    -.2706261    .3937198
        _cons |   -.095228   .0560855    -1.70   0.093    -.2068417    .0163857
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_c quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      5.88
                                                    Prob > F       =    0.0041

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~c | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .3615964   .1090801     3.31   0.001     .1445202    .5786727
   yearendind |   .0615468   .1063946     0.58   0.565    -.1501853    .2732789
        _cons |   -.095228   .0405455    -2.35   0.021    -.1759162   -.0145398
-------------------------------------------------------------------------------

. outreg2 using Tab7_C, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "C Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_C.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_c quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.98
       Model |  15.9573284         2  7.97866418   Prob > F        =    0.0646
    Residual |  88.3347548        33  2.67681075   R-squared       =    0.1530
-------------+----------------------------------   Adj R-squared   =    0.1017
       Total |  104.292083        35   2.9797738   Root MSE        =    1.6361

-------------------------------------------------------------------------------
riskpremnor~c | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3243868   .6394976    -0.51   0.615    -1.625455    .9766809
   yearendind |   2.267843     1.0019     2.26   0.030     .2294619    4.306224
        _cons |  -.0886646   .3339667    -0.27   0.792     -.768125    .5907958
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_c quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      1.37
                                                    Prob > F       =    0.2675

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~c | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3243868    .305927    -1.06   0.297       -.9468    .2980263
   yearendind |   2.267843   1.741599     1.30   0.202    -1.275467    5.811153
        _cons |  -.0886646    .192674    -0.46   0.648    -.4806627    .3033335
-------------------------------------------------------------------------------

. outreg2 using Tab7_C, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "C Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_C.rtf
dir : seeout

. * 2010-2020
. regress riskpremnorm_c quarterendind yearendind if post==1

      Source |       SS           df       MS      Number of obs   =        98
-------------+----------------------------------   F(2, 95)        =      1.65
       Model |  .060268308         2  .030134154   Prob > F        =    0.1974
    Residual |  1.73456063        95  .018258533   R-squared       =    0.0336
-------------+----------------------------------   Adj R-squared   =    0.0132
       Total |  1.79482894        97  .018503391   Root MSE        =    .13512

-------------------------------------------------------------------------------
riskpremnor~c | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0481437      .0318     1.51   0.133    -.0149873    .1112748
   yearendind |   .0634432   .0506282     1.25   0.213    -.0370665     .163953
        _cons |  -.0258136   .0167601    -1.54   0.127    -.0590866    .0074593
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_c quarterendind yearendind if post==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        98
maximum lag : 4                                     F(  2,    95)  =      2.38
                                                    Prob > F       =    0.0982

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~c | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0481437   .0281557     1.71   0.091    -.0077524    .1040399
   yearendind |   .0634432   .0312219     2.03   0.045       .00146    .1254264
        _cons |  -.0258136   .0158097    -1.63   0.106    -.0571999    .0055726
-------------------------------------------------------------------------------

. outreg2 using Tab7_C, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "C Tranche") ctitle("2010-2020") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
file using "Tab7_C.rtf" is read-only; cannot be modified or erased
The file needs to be closed if being used by another software such as Word.
r(608);

end of do-file

r(608);

. do "C:\Users\mflec\AppData\Local\Temp\STD11c4_000000.tmp"

. clear

. cap log close
--------------------------------------------------------------------------------
      name:  <unnamed>
       log:  D:\Dropbox\Work\Research\CreditCardABSRewrite\Draft\ReplicationFile
> s\Tab_7\Table_07_Log.log
  log type:  text
 opened on:   1 Jan 2022, 15:40:33

. 
. import delimited "Data_Table_07.csv"
(encoding automatically selected: ISO-8859-1)
(10 vars, 241 obs)

. 
. * generate year/month
. gen ym = ym(year,month)

. format ym %tm

. tsset ym

Time variable: ym, 2000m1 to 2020m1
        Delta: 1 month

. 
. * generate indicators for subperiods
. generate pre=1 if year<2007
(157 missing values generated)

. generate cri=1 if year>2006 & year<2010
(205 missing values generated)

. generate post=1 if year>2009 & year<2021
(120 missing values generated)

. 
. 
. * Table 7
. 
. *****************
. * A Tranche
. * All
. regress riskpremnorm_a quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      5.06
       Model |  .418324378         2  .209162189   Prob > F        =    0.0071
    Residual |  8.84785656       214  .041345124   R-squared       =    0.0451
-------------+----------------------------------   Adj R-squared   =    0.0362
       Total |  9.26618094       216  .042898986   Root MSE        =    .20334

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0322312     2.40   0.017      .013951    .1410135
   yearendind |   .1256626   .0508338     2.47   0.014     .0254637    .2258616
        _cons |  -.0300918   .0169446    -1.78   0.077    -.0634915    .0033079
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      4.10
                                                    Prob > F       =    0.0178

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0297413     2.61   0.010     .0188588    .1361057
   yearendind |   .1256626   .0797242     1.58   0.116    -.0314826    .2828079
        _cons |  -.0300918   .0107296    -2.80   0.006     -.051241   -.0089426
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("All") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f)
>  rdec(3) rfmt(f) word slow(200) replace
Tab7_A.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_a quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.24
       Model |  .384961428         2  .192480714   Prob > F        =    0.0073
    Residual |  2.94079794        80  .036759974   R-squared       =    0.1158
-------------+----------------------------------   Adj R-squared   =    0.0936
       Total |  3.32575937        82  .040558041   Root MSE        =    .19173

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0491817     3.24   0.002     .0612755    .2570248
   yearendind |   .0461673   .0769402     0.60   0.550    -.1069485    .1992831
        _cons |   -.043378   .0258527    -1.68   0.097    -.0948266    .0080706
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      4.92
                                                    Prob > F       =    0.0097

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0511681     3.11   0.003     .0573223     .260978
   yearendind |   .0461673   .0499709     0.92   0.358    -.0532779    .1456125
        _cons |   -.043378   .0186319    -2.33   0.022    -.0804567   -.0062993
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
file using "Tab7_A.rtf" is read-only; cannot be modified or erased
The file needs to be closed if being used by another software such as Word.
r(608);

end of do-file

r(608);

. do "C:\Users\mflec\AppData\Local\Temp\STD11c4_000000.tmp"

. clear

. cap log close
--------------------------------------------------------------------------------
      name:  <unnamed>
       log:  D:\Dropbox\Work\Research\CreditCardABSRewrite\Draft\ReplicationFile
> s\Tab_7\Table_07_Log.log
  log type:  text
 opened on:   1 Jan 2022, 15:40:35

. 
. import delimited "Data_Table_07.csv"
(encoding automatically selected: ISO-8859-1)
(10 vars, 241 obs)

. 
. * generate year/month
. gen ym = ym(year,month)

. format ym %tm

. tsset ym

Time variable: ym, 2000m1 to 2020m1
        Delta: 1 month

. 
. * generate indicators for subperiods
. generate pre=1 if year<2007
(157 missing values generated)

. generate cri=1 if year>2006 & year<2010
(205 missing values generated)

. generate post=1 if year>2009 & year<2021
(120 missing values generated)

. 
. 
. * Table 7
. 
. *****************
. * A Tranche
. * All
. regress riskpremnorm_a quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      5.06
       Model |  .418324378         2  .209162189   Prob > F        =    0.0071
    Residual |  8.84785656       214  .041345124   R-squared       =    0.0451
-------------+----------------------------------   Adj R-squared   =    0.0362
       Total |  9.26618094       216  .042898986   Root MSE        =    .20334

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0322312     2.40   0.017      .013951    .1410135
   yearendind |   .1256626   .0508338     2.47   0.014     .0254637    .2258616
        _cons |  -.0300918   .0169446    -1.78   0.077    -.0634915    .0033079
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      4.10
                                                    Prob > F       =    0.0178

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0297413     2.61   0.010     .0188588    .1361057
   yearendind |   .1256626   .0797242     1.58   0.116    -.0314826    .2828079
        _cons |  -.0300918   .0107296    -2.80   0.006     -.051241   -.0089426
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("All") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f)
>  rdec(3) rfmt(f) word slow(200) replace
Tab7_A.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_a quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.24
       Model |  .384961428         2  .192480714   Prob > F        =    0.0073
    Residual |  2.94079794        80  .036759974   R-squared       =    0.1158
-------------+----------------------------------   Adj R-squared   =    0.0936
       Total |  3.32575937        82  .040558041   Root MSE        =    .19173

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0491817     3.24   0.002     .0612755    .2570248
   yearendind |   .0461673   .0769402     0.60   0.550    -.1069485    .1992831
        _cons |   -.043378   .0258527    -1.68   0.097    -.0948266    .0080706
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      4.92
                                                    Prob > F       =    0.0097

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0511681     3.11   0.003     .0573223     .260978
   yearendind |   .0461673   .0499709     0.92   0.358    -.0532779    .1456125
        _cons |   -.043378   .0186319    -2.33   0.022    -.0804567   -.0062993
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_a quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.61
       Model |  .780196282         2  .390098141   Prob > F        =    0.0888
    Residual |  4.93506257        33  .149547351   R-squared       =    0.1365
-------------+----------------------------------   Adj R-squared   =    0.0842
       Total |  5.71525886        35   .16329311   Root MSE        =    .38671

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0441458   .1511539     0.29   0.772    -.2633792    .3516708
   yearendind |   .5403097   .2368127     2.28   0.029     .0585107    1.022109
        _cons |  -.0512676   .0789376    -0.65   0.521    -.2118673    .1093321
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      0.96
                                                    Prob > F       =    0.3932

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0441458   .1191732     0.37   0.713     -.198314    .2866056
   yearendind |   .5403097   .3954092     1.37   0.181    -.2641563    1.344776
        _cons |  -.0512676   .0456386    -1.12   0.269    -.1441199    .0415848
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. * 2010-2020
. regress riskpremnorm_a quarterendind yearendind  if post==1

      Source |       SS           df       MS      Number of obs   =        98
-------------+----------------------------------   F(2, 95)        =      3.76
       Model |  .016415722         2  .008207861   Prob > F        =    0.0268
    Residual |  .207261128        95  .002181696   R-squared       =    0.0734
-------------+----------------------------------   Adj R-squared   =    0.0539
       Total |   .22367685        97  .002305947   Root MSE        =    .04671

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0206051   .0109924     1.87   0.064    -.0012175    .0424278
   yearendind |   .0402338   .0175008     2.30   0.024     .0054904    .0749772
        _cons |  -.0110309   .0057935    -1.90   0.060    -.0225324    .0004707
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if post==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        98
maximum lag : 4                                     F(  2,    95)  =      4.79
                                                    Prob > F       =    0.0104

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0206051   .0088749     2.32   0.022     .0029863     .038224
   yearendind |   .0402338   .0151459     2.66   0.009     .0101654    .0703021
        _cons |  -.0110309   .0044231    -2.49   0.014    -.0198119   -.0022498
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2010-2020") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. 
. 
. *******************
. * B Tranche
. * All
. regress riskpremnorm_b quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      2.33
       Model |   1.0235262         2  .511763102   Prob > F        =    0.1001
    Residual |  47.0804594       214  .220002147   R-squared       =    0.0213
-------------+----------------------------------   Adj R-squared   =    0.0121
       Total |  48.1039856       216  .222703637   Root MSE        =    .46904

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |    .052905   .0743494     0.71   0.478    -.0936459    .1994559
   yearendind |   .2496912    .117261     2.13   0.034     .0185568    .4808256
        _cons |  -.0341056    .039087    -0.87   0.384    -.1111504    .0429392
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      1.56
                                                    Prob > F       =    0.2131

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |    .052905   .0524641     1.01   0.314    -.0505077    .1563176
   yearendind |   .2496912    .187884     1.33   0.185     -.120649    .6200314
        _cons |  -.0341056   .0216674    -1.57   0.117    -.0768145    .0086032
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("All")  drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f
> ) rdec(3) rfmt(f) slow(100) word replace
Tab7_B.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_b quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.43
       Model |  .822284548         2  .411142274   Prob > F        =    0.0062
    Residual |  6.06087539        80  .075760942   R-squared       =    0.1195
-------------+----------------------------------   Adj R-squared   =    0.0974
       Total |  6.88315994        82  .083940975   Root MSE        =    .27525

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .2323945   .0706055     3.29   0.001     .0918851    .3729039
   yearendind |   .0488302   .1104557     0.44   0.660    -.1709836    .2686441
        _cons |  -.0620571   .0371143    -1.67   0.098    -.1359169    .0118027
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      5.25
                                                    Prob > F       =    0.0072

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .2323945   .0734884     3.16   0.002     .0861479    .3786412
   yearendind |   .0488302   .0708409     0.69   0.493    -.0921477    .1898081
        _cons |  -.0620571   .0269437    -2.30   0.024    -.1156768   -.0084374
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_B.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_b quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.63
       Model |   5.5568752         2   2.7784376   Prob > F        =    0.0872
    Residual |  34.8807617        33  1.05699278   R-squared       =    0.1374
-------------+----------------------------------   Adj R-squared   =    0.0851
       Total |  40.4376369        35  1.15536105   Root MSE        =    1.0281

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3098255    .401852    -0.77   0.446    -1.127399    .5077485
   yearendind |   1.254235    .629581     1.99   0.055    -.0266573    2.535127
        _cons |  -.0129611   .2098603    -0.06   0.951    -.4399252     .414003
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      1.96
                                                    Prob > F       =    0.1567

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3098255   .1842249    -1.68   0.102    -.6846338    .0649829
   yearendind |   1.254235   .9259378     1.35   0.185    -.6295997     3.13807
        _cons |  -.0129611   .1114634    -0.12   0.908    -.2397352     .213813
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
file using "Tab7_B.rtf" is read-only; cannot be modified or erased
The file needs to be closed if being used by another software such as Word.
r(608);

end of do-file

r(608);

. do "C:\Users\mflec\AppData\Local\Temp\STD11c4_000000.tmp"

. 
. * Table 7
. 
. *****************
. * A Tranche
. * All
. regress riskpremnorm_a quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      5.06
       Model |  .418324378         2  .209162189   Prob > F        =    0.0071
    Residual |  8.84785656       214  .041345124   R-squared       =    0.0451
-------------+----------------------------------   Adj R-squared   =    0.0362
       Total |  9.26618094       216  .042898986   Root MSE        =    .20334

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0322312     2.40   0.017      .013951    .1410135
   yearendind |   .1256626   .0508338     2.47   0.014     .0254637    .2258616
        _cons |  -.0300918   .0169446    -1.78   0.077    -.0634915    .0033079
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      4.10
                                                    Prob > F       =    0.0178

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0774823   .0297413     2.61   0.010     .0188588    .1361057
   yearendind |   .1256626   .0797242     1.58   0.116    -.0314826    .2828079
        _cons |  -.0300918   .0107296    -2.80   0.006     -.051241   -.0089426
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("All") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f)
>  rdec(3) rfmt(f) word slow(200) replace
Tab7_A.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_a quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.24
       Model |  .384961428         2  .192480714   Prob > F        =    0.0073
    Residual |  2.94079794        80  .036759974   R-squared       =    0.1158
-------------+----------------------------------   Adj R-squared   =    0.0936
       Total |  3.32575937        82  .040558041   Root MSE        =    .19173

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0491817     3.24   0.002     .0612755    .2570248
   yearendind |   .0461673   .0769402     0.60   0.550    -.1069485    .1992831
        _cons |   -.043378   .0258527    -1.68   0.097    -.0948266    .0080706
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      4.92
                                                    Prob > F       =    0.0097

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1591501   .0511681     3.11   0.003     .0573223     .260978
   yearendind |   .0461673   .0499709     0.92   0.358    -.0532779    .1456125
        _cons |   -.043378   .0186319    -2.33   0.022    -.0804567   -.0062993
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_a quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.61
       Model |  .780196282         2  .390098141   Prob > F        =    0.0888
    Residual |  4.93506257        33  .149547351   R-squared       =    0.1365
-------------+----------------------------------   Adj R-squared   =    0.0842
       Total |  5.71525886        35   .16329311   Root MSE        =    .38671

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0441458   .1511539     0.29   0.772    -.2633792    .3516708
   yearendind |   .5403097   .2368127     2.28   0.029     .0585107    1.022109
        _cons |  -.0512676   .0789376    -0.65   0.521    -.2118673    .1093321
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      0.96
                                                    Prob > F       =    0.3932

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0441458   .1191732     0.37   0.713     -.198314    .2866056
   yearendind |   .5403097   .3954092     1.37   0.181    -.2641563    1.344776
        _cons |  -.0512676   .0456386    -1.12   0.269    -.1441199    .0415848
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. * 2010-2020
. regress riskpremnorm_a quarterendind yearendind  if post==1

      Source |       SS           df       MS      Number of obs   =        98
-------------+----------------------------------   F(2, 95)        =      3.76
       Model |  .016415722         2  .008207861   Prob > F        =    0.0268
    Residual |  .207261128        95  .002181696   R-squared       =    0.0734
-------------+----------------------------------   Adj R-squared   =    0.0539
       Total |   .22367685        97  .002305947   Root MSE        =    .04671

-------------------------------------------------------------------------------
riskpremnor~a | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0206051   .0109924     1.87   0.064    -.0012175    .0424278
   yearendind |   .0402338   .0175008     2.30   0.024     .0054904    .0749772
        _cons |  -.0110309   .0057935    -1.90   0.060    -.0225324    .0004707
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_a quarterendind yearendind if post==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        98
maximum lag : 4                                     F(  2,    95)  =      4.79
                                                    Prob > F       =    0.0104

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~a | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0206051   .0088749     2.32   0.022     .0029863     .038224
   yearendind |   .0402338   .0151459     2.66   0.009     .0101654    .0703021
        _cons |  -.0110309   .0044231    -2.49   0.014    -.0198119   -.0022498
-------------------------------------------------------------------------------

. outreg2 using Tab7_A, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "A Tranche") ctitle("2010-2020") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(200) word 
Tab7_A.rtf
dir : seeout

. 
end of do-file

. do "C:\Users\mflec\AppData\Local\Temp\STD11c4_000000.tmp"

. 
. *******************
. * B Tranche
. * All
. regress riskpremnorm_b quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      2.33
       Model |   1.0235262         2  .511763102   Prob > F        =    0.1001
    Residual |  47.0804594       214  .220002147   R-squared       =    0.0213
-------------+----------------------------------   Adj R-squared   =    0.0121
       Total |  48.1039856       216  .222703637   Root MSE        =    .46904

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |    .052905   .0743494     0.71   0.478    -.0936459    .1994559
   yearendind |   .2496912    .117261     2.13   0.034     .0185568    .4808256
        _cons |  -.0341056    .039087    -0.87   0.384    -.1111504    .0429392
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      1.56
                                                    Prob > F       =    0.2131

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |    .052905   .0524641     1.01   0.314    -.0505077    .1563176
   yearendind |   .2496912    .187884     1.33   0.185     -.120649    .6200314
        _cons |  -.0341056   .0216674    -1.57   0.117    -.0768145    .0086032
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("All")  drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f
> ) rdec(3) rfmt(f) slow(100) word replace
Tab7_B.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_b quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.43
       Model |  .822284548         2  .411142274   Prob > F        =    0.0062
    Residual |  6.06087539        80  .075760942   R-squared       =    0.1195
-------------+----------------------------------   Adj R-squared   =    0.0974
       Total |  6.88315994        82  .083940975   Root MSE        =    .27525

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .2323945   .0706055     3.29   0.001     .0918851    .3729039
   yearendind |   .0488302   .1104557     0.44   0.660    -.1709836    .2686441
        _cons |  -.0620571   .0371143    -1.67   0.098    -.1359169    .0118027
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      5.25
                                                    Prob > F       =    0.0072

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .2323945   .0734884     3.16   0.002     .0861479    .3786412
   yearendind |   .0488302   .0708409     0.69   0.493    -.0921477    .1898081
        _cons |  -.0620571   .0269437    -2.30   0.024    -.1156768   -.0084374
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_B.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_b quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.63
       Model |   5.5568752         2   2.7784376   Prob > F        =    0.0872
    Residual |  34.8807617        33  1.05699278   R-squared       =    0.1374
-------------+----------------------------------   Adj R-squared   =    0.0851
       Total |  40.4376369        35  1.15536105   Root MSE        =    1.0281

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3098255    .401852    -0.77   0.446    -1.127399    .5077485
   yearendind |   1.254235    .629581     1.99   0.055    -.0266573    2.535127
        _cons |  -.0129611   .2098603    -0.06   0.951    -.4399252     .414003
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      1.96
                                                    Prob > F       =    0.1567

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3098255   .1842249    -1.68   0.102    -.6846338    .0649829
   yearendind |   1.254235   .9259378     1.35   0.185    -.6295997     3.13807
        _cons |  -.0129611   .1114634    -0.12   0.908    -.2397352     .213813
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_B.rtf
dir : seeout

. * 2010-2020
. regress riskpremnorm_b quarterendind yearendind  if post==1

      Source |       SS           df       MS      Number of obs   =        98
-------------+----------------------------------   F(2, 95)        =      2.01
       Model |  .031303931         2  .015651966   Prob > F        =    0.1402
    Residual |  .741281701        95  .007802965   R-squared       =    0.0405
-------------+----------------------------------   Adj R-squared   =    0.0203
       Total |  .772585632        97    .0079648   Root MSE        =    .08833

-------------------------------------------------------------------------------
riskpremnor~b | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0327399   .0207886     1.57   0.119    -.0085306    .0740104
   yearendind |   .0494249   .0330971     1.49   0.139    -.0162811    .1151309
        _cons |  -.0182617   .0109565    -1.67   0.099    -.0400131    .0034898
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_b quarterendind yearendind if post==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        98
maximum lag : 4                                     F(  2,    95)  =      3.20
                                                    Prob > F       =    0.0453

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~b | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0327399   .0169536     1.93   0.056    -.0009172     .066397
   yearendind |   .0494249   .0206741     2.39   0.019     .0083816    .0904683
        _cons |  -.0182617    .010356    -1.76   0.081    -.0388209    .0022976
-------------------------------------------------------------------------------

. outreg2 using Tab7_B, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "B Tranche") ctitle("2010-2020") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_B.rtf
dir : seeout

. 
end of do-file

. do "C:\Users\mflec\AppData\Local\Temp\STD11c4_000000.tmp"

. 
. *******************
. * C Tranche
. * All
. regress riskpremnorm_c quarterendind yearendind 

      Source |       SS           df       MS      Number of obs   =       217
-------------+----------------------------------   F(2, 214)       =      2.79
       Model |  3.09775393         2  1.54887697   Prob > F        =    0.0637
    Residual |   118.84656       214  .555357758   R-squared       =    0.0254
-------------+----------------------------------   Adj R-squared   =    0.0163
       Total |  121.944314       216  .564557009   Root MSE        =    .74522

-------------------------------------------------------------------------------
riskpremnor~c | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1070654   .1181273     0.91   0.366    -.1257767    .3399075
   yearendind |   .4296237   .1863058     2.31   0.022     .0623942    .7968532
        _cons |  -.0628012   .0621019    -1.01   0.313    -.1852111    .0596086
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_c quarterendind yearendind, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =       217
maximum lag : 4                                     F(  2,   214)  =      1.66
                                                    Prob > F       =    0.1934

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~c | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .1070654   .0792006     1.35   0.178    -.0490479    .2631786
   yearendind |   .4296237   .3471109     1.24   0.217    -.2545705    1.113818
        _cons |  -.0628012   .0360717    -1.74   0.083    -.1339027    .0083002
-------------------------------------------------------------------------------

. outreg2 using Tab7_C, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "C Tranche") ctitle("All") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) tfmt(f)
>  rdec(3) rfmt(f) slow(100) word replace
Tab7_C.rtf
dir : seeout

. * 2000-2006
. regress riskpremnorm_c quarterendind yearendind if pre==1

      Source |       SS           df       MS      Number of obs   =        83
-------------+----------------------------------   F(2, 80)        =      5.77
       Model |  1.99652174         2  .998260869   Prob > F        =    0.0046
    Residual |  13.8405614        80  .173007018   R-squared       =    0.1261
-------------+----------------------------------   Adj R-squared   =    0.1042
       Total |  15.8370831        82   .19313516   Root MSE        =    .41594

-------------------------------------------------------------------------------
riskpremnor~c | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .3615964   .1066959     3.39   0.001     .1492649     .573928
   yearendind |   .0615468   .1669158     0.37   0.713    -.2706261    .3937198
        _cons |   -.095228   .0560855    -1.70   0.093    -.2068417    .0163857
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_c quarterendind yearendind if pre==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        83
maximum lag : 4                                     F(  2,    80)  =      5.88
                                                    Prob > F       =    0.0041

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~c | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .3615964   .1090801     3.31   0.001     .1445202    .5786727
   yearendind |   .0615468   .1063946     0.58   0.565    -.1501853    .2732789
        _cons |   -.095228   .0405455    -2.35   0.021    -.1759162   -.0145398
-------------------------------------------------------------------------------

. outreg2 using Tab7_C, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "C Tranche") ctitle("2000-2006") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_C.rtf
dir : seeout

. * 2007-2009
. regress riskpremnorm_c quarterendind yearendind if cri==1

      Source |       SS           df       MS      Number of obs   =        36
-------------+----------------------------------   F(2, 33)        =      2.98
       Model |  15.9573284         2  7.97866418   Prob > F        =    0.0646
    Residual |  88.3347548        33  2.67681075   R-squared       =    0.1530
-------------+----------------------------------   Adj R-squared   =    0.1017
       Total |  104.292083        35   2.9797738   Root MSE        =    1.6361

-------------------------------------------------------------------------------
riskpremnor~c | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3243868   .6394976    -0.51   0.615    -1.625455    .9766809
   yearendind |   2.267843     1.0019     2.26   0.030     .2294619    4.306224
        _cons |  -.0886646   .3339667    -0.27   0.792     -.768125    .5907958
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_c quarterendind yearendind if cri==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        36
maximum lag : 4                                     F(  2,    33)  =      1.37
                                                    Prob > F       =    0.2675

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~c | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |  -.3243868    .305927    -1.06   0.297       -.9468    .2980263
   yearendind |   2.267843   1.741599     1.30   0.202    -1.275467    5.811153
        _cons |  -.0886646    .192674    -0.46   0.648    -.4806627    .3033335
-------------------------------------------------------------------------------

. outreg2 using Tab7_C, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "C Tranche") ctitle("2007-2009") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_C.rtf
dir : seeout

. * 2010-2020
. regress riskpremnorm_c quarterendind yearendind if post==1

      Source |       SS           df       MS      Number of obs   =        98
-------------+----------------------------------   F(2, 95)        =      1.65
       Model |  .060268308         2  .030134154   Prob > F        =    0.1974
    Residual |  1.73456063        95  .018258533   R-squared       =    0.0336
-------------+----------------------------------   Adj R-squared   =    0.0132
       Total |  1.79482894        97  .018503391   Root MSE        =    .13512

-------------------------------------------------------------------------------
riskpremnor~c | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0481437      .0318     1.51   0.133    -.0149873    .1112748
   yearendind |   .0634432   .0506282     1.25   0.213    -.0370665     .163953
        _cons |  -.0258136   .0167601    -1.54   0.127    -.0590866    .0074593
-------------------------------------------------------------------------------

. loc AdjR2 = e(r2_a)

. newey2 riskpremnorm_c quarterendind yearendind if post==1, lag(4) force
No panel variable found. Time series assumed.


Regression with Newey-West standard errors          Number of obs  =        98
maximum lag : 4                                     F(  2,    95)  =      2.38
                                                    Prob > F       =    0.0982

-------------------------------------------------------------------------------
              |             Newey-West
riskpremnor~c | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
quarterendind |   .0481437   .0281557     1.71   0.091    -.0077524    .1040399
   yearendind |   .0634432   .0312219     2.03   0.045       .00146    .1254264
        _cons |  -.0258136   .0158097    -1.63   0.106    -.0571999    .0055726
-------------------------------------------------------------------------------

. outreg2 using Tab7_C, stats(coef tstat) noaster addstat(AdjR2, `AdjR2') title(
> "C Tranche") ctitle("2010-2020") drop(riskpremnorm*) bdec(4) bfmt(f) tdec(2) t
> fmt(f) rdec(3) rfmt(f) slow(100) word 
Tab7_C.rtf
dir : seeout

. 
. log close
      name:  <unnamed>
       log:  D:\Dropbox\Work\Research\CreditCardABSRewrite\Draft\ReplicationFile
> s\Tab_7\Table_07_Log.log
  log type:  text
 closed on:   1 Jan 2022, 15:40:55
--------------------------------------------------------------------------------
